BIBLIOS

   Ciências References Management System

Visitor Mode (Login)
Need help?


Back

Publication details

Document type
Conference papers

Document subtype
Abstract

Title
Accommodation of bias in the excesses — a weighted Hill estimator of a positive tail index

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Laurens de Haan (Author)
Lígia Henriques-Rodrigues (Author)

Editor(s)
Hall A, Rootzen H, Scotto M and Gomes MI

Date of Publication
2004

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
3rd International Symposium on Extreme Value Analysis: Theory and Practice

Publication Identifiers
ISBN - 9727891314

Address
Aveiro, Portugal

Publisher
Universidade de Aveiro

Number of pages
1
Starting page
11
Last page
11


Export

APA
Maria Ivette Gomes, Laurens de Haan, Lígia Henriques-Rodrigues, (2004). Accommodation of bias in the excesses — a weighted Hill estimator of a positive tail index. 3rd International Symposium on Extreme Value Analysis: Theory and Practice, 11-11

IEEE
Maria Ivette Gomes, Laurens de Haan, Lígia Henriques-Rodrigues, "Accommodation of bias in the excesses — a weighted Hill estimator of a positive tail index" in 3rd International Symposium on Extreme Value Analysis: Theory and Practice, Aveiro, Portugal, 2004, pp. 11-11, doi:

BIBTEX
@InProceedings{52266, author = {Maria Ivette Gomes and Laurens de Haan and Lígia Henriques-Rodrigues}, title = {Accommodation of bias in the excesses — a weighted Hill estimator of a positive tail index}, booktitle = {3rd International Symposium on Extreme Value Analysis: Theory and Practice}, year = 2004, pages = {11-11}, address = {Aveiro, Portugal}, publisher = {Universidade de Aveiro} }